Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one

Tao Wang

Statistics & Probability Letters, 2022, vol. 183, issue C

Abstract: We obtain the lower bounds for ergodic convergence rates, including spectral gap and convergence rate in strong ergodicity for time-changed symmetric Lévy processes by using harmonic function and reversible measure. As direct applications, explicit sufficient conditions for exponential and strong ergodicity are given. Some examples are also presented.

Keywords: Convergence rate; Exponential ergodicity; Strong ergodicity; Harmonic function; Time change; Lévy process (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2021.109343

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